The Headless Horseman - A Strange Tale of Texas - Thomas Mayne REID

The horse is perfect in all its parts—a splendid steed, saddled, bridled, and otherwise completely caparisoned. In it there appears nothing amiss—nothing to produce either wonder or alarm. But the man—the rider? Ah! About him there is something to cause both—something weird—something wanting!
By heavens! it is the head! (Excerpt from the Prologue)
The Headless Horseman is a novel by Mayne Reid written in 1865 or 1866 and is based on the author's adventures in the United States. The Headless Horseman or a Strange Tale of Texas was set in Texas and based on a South Texas folk tale.
Vladimir Nabokov recalled The Headless Horseman as a favourite adventure novel of his childhood years - "which had given him a vision of the prairies and the great open spaces and the overarching sky." At 11, Nabokov even translated The Headless Horseman into French alexandrines.(Summary from Wikipedia)